The variance upper bound for a mixed random variable

dc.rights.license	Attribution-NonCommercial-NoDerivatives 4.0 Internacional	*
dc.contributor.author	Egozcue, Martín
dc.contributor.author	Fuentes García, Luis
dc.date.accessioned	2022-07-04T19:29:57Z
dc.date.available	2022-07-04T19:29:57Z
dc.date.issued	2017	es
dc.identifier.uri	https://hdl.handle.net/20.500.12806/1359
dc.description.abstract	In this note, we derive upper bounds on the variance of a mixed random variable. Our results are an extension of previous results for unimodal and symmetric random variables. The novelty of our findings is that this mixed random variable does not necessary need to be symmetric and is multimodal. We also characterize the cases when these bounds are optimal.	es
dc.format.extent	9 p.	es
dc.format.mimetype	application/pdf	es
dc.language	eng	es
dc.publisher	Universidad de Montevideo, Facultad de Ciencias Empresariales y Economía, Departamento de Economía	es
dc.relation.ispartof	Documentos de trabajo del Departamento de Economía	es
dc.rights	Abierto	es
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	*
dc.subject	Gruss’ inequality	es
dc.subject	Popoviciu’s inequality	es
dc.subject	Unimodal	es
dc.subject	Symmetry	es
dc.title	The variance upper bound for a mixed random variable	es
dc.type	Documento de trabajo	es
dc.contributor.filiacion	Egozcue, Martín. Universidad de Montevideo, Uruguay	es
dc.contributor.filiacion	Fuentes García, Luis. Universidad de Coruña, España	es
dc.type.version	Publicada	es

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